Possible sample paths of self-similar [alpha]-stable processes

We describe all possibilities for sample path properties of H-self-similar [alpha]-stable processes with stationary increments for all pairs ([alpha], H), completing the picture presented by Kôno and Maejima (1991).

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Year of publication:	1994
Authors:	Samorodnitsky, Gennady
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 19.1994, 3, p. 233-237
Publisher:	Elsevier
Keywords:	Stable processes self-similarity sample path properties

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319827